+475.1%
MULL vs XLRE
+14.1%
+460.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.3% | -17.1% | -7.3% |
| 7D | -35.9% | +7.1% | -43.0% | -26.1% |
| 30D | -47.3% | +10.9% | -58.3% | -35.3% |
| 3M | -30.6% | +0.7% | -31.3% | -27.4% |
| 6M | +13.7% | +4.1% | +9.6% | +27.1% |
| YTD | +272.1% | +14.5% | +257.6% | +310.3% |
| 1Y | +475.1% | +14.1% | +461.0% | +539.1% |
| All | +475.1% | +14.1% | +460.9% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling